trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -722,528 3,174,522 -806,138 171,362 213 41,914,984 0.076

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,948,525 1,948,525 -2,208,425 161,577
1.0000 1,225,997 1,225,997 1,402,288 9,785

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -24,104 -70,199 -39,217 116,294 0.95 0.102 13,111
CN 50 -772,819 -424,542 -931,819 1,813,968 1.37 0.115 65,677
HK 19 29,475 -52,944 98,421 198,687 1.47 0.123 25,180
ID 5 7,873 0 2,744 7,873 0.37 0.176 1,432
JP 97 -49,192 -237,322 -2,565 903,934 0.83 0.077 38,183
NZ 2 -2,374 -2,374 -902 2,374 0.35 0.094 236
SG 3 -14,317 -14,317 -10,003 14,317 0.72 0.089 1,478
TH 9 23,748 0 7,930 37,895 0.49 0.186 5,522
TW 3 79,180 0 69,274 79,180 0.70 0.174 20,544

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 16 -70,199 -70,199 -52,757 70,199 1.11 -0.133 10,835
1.0000 9 46,095 0 13,540 46,095 0.66 0.001 2,275
CN -1.0000 27 -1,293,394 -424,542 -1,661,292 1,293,394 1.44 -0.094 129,027
1.0000 23 520,575 0 729,473 520,575 1.29 -0.040 -63,351
HK -1.0000 11 -84,606 -52,944 -93,086 84,606 1.27 -0.003 1,061
1.0000 8 114,081 0 191,507 114,081 1.74 0.196 24,119
ID 1.0000 5 7,873 0 2,744 7,873 0.37 0.176 1,432
JP -1.0000 47 -476,563 -237,322 -387,793 476,563 0.88 -0.064 20,260
1.0000 50 427,371 0 385,227 427,371 0.79 0.025 17,923
NZ -1.0000 2 -2,374 -2,374 -902 2,374 0.35 -0.094 236
SG -1.0000 3 -14,317 -14,317 -10,003 14,317 0.72 -0.082 1,478
TH -1.0000 1 -7,073 0 -2,592 7,073 0.37 0.187 -1,320
1.0000 8 30,821 0 10,522 30,821 0.50 0.186 6,842
TW 1.0000 3 79,180 0 69,274 79,180 0.70 0.174 20,544